Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51540.94 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48341.88 Kr¶

PnL: ---------------------------------------> -745.69 Kr¶

DD now: ---------------------------------> -0.777 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:05:05.366173'

Anic Portfolio¶

Today¶

Return: -0.689 %¶

This Week¶

Return: 8.445 %¶

Total¶

Return: 68.732 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.150000 765.200000 92.200000 13.700000 673.000000
Nordea Bank Abp 29 -0.260000 3525.820000 71.820000 2.080000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
Swedbank A 3 2.590000 606.300000 42.300000 7.500000 564.000000
Resurs Holding 22 0.400000 611.380000 37.380000 6.510000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.320000 592.560000 35.560000 6.380000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.630000 380.700000 25.700000 7.240000 355.000000
Intrum 4 0.890000 544.200000 17.200000 3.260000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Securitas B 6 -1.470000 570.600000 0.600000 0.110000 570.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.910000 559.650000 -2.350000 -0.420000 562.000005
Corem Property Group B 59 -1.980000 569.940000 -7.060000 -1.220000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 -0.800000 545.600000 -28.400000 -4.950000 574.000000
CTEK 13 -1.720000 497.770000 -36.230000 -6.780000 533.999999
International Petroleum Corp. 5 -3.160000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.070000 555.960000 -57.040000 -9.310000 612.999432
Beijer Electronics Group 27 -1.600000 2991.600000 -92.400000 -3.000000 3083.999994
OX2 22 -0.680000 1769.900000 -219.100000 -11.020000 1989.000002
Axfood 15 -0.150000 4039.500000 -260.500000 -6.060000 4300.000005
Ovzon 64 -2.410000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48330.630000 -756.940000 -0.79833% 49087.564636

Updated:¶

'2023-01-31 13:04:17.587016'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶